#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Termstructures;
using Cephei.QL;
using Cephei.QL.Models;
using Cephei.QL.Math.Optimization;
using Cephei.QL.Math;
namespace Cephei.QL.Models.Equity
{
    /// <summary> 
	/// ! References:  Heston, Steven L., 1993. A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options.  The review of Financial Studies, Volume 6, Issue 2, 327-343.  A. Elices, Models with time-dependent parameters using transform methods: application to Heston???s model, http://arxiv.org/pdf/0708.2020
	/// </summary>
    [Guid ("1488EB7A-6B0D-4e23-B8D9-F268F5314FB1"),ComVisible(true)]
	public interface IPiecewiseTimeDependentHestonModel : Cephei.QL.Models.ICalibratedModel
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Termstructures.IYieldTermStructure DividendYield {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Kappa(Double t);
        /// <summary> 
		/// 
		/// </summary>
		 Double Rho(Double t);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Termstructures.IYieldTermStructure RiskFreeRate {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double S0 {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Sigma(Double t);
        /// <summary> 
		/// 
		/// </summary>
		 Double Theta(Double t);
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.ITimeGrid TimeGrid {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double V0 {get;}
    }   

    /// <summary> 
	/// ! References:  Heston, Steven L., 1993. A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options.  The review of Financial Studies, Volume 6, Issue 2, 327-343.  A. Elices, Models with time-dependent parameters using transform methods: application to Heston???s model, http://arxiv.org/pdf/0708.2020 Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IPiecewiseTimeDependentHestonModel_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IPiecewiseTimeDependentHestonModel Create (Cephei.QL.Termstructures.IYieldTermStructure riskFreeRate, Cephei.QL.Termstructures.IYieldTermStructure dividendYield, Cephei.QL.IQuote s0, Double v0, Cephei.QL.Models.IParameter theta, Cephei.QL.Models.IParameter kappa, Cephei.QL.Models.IParameter sigma, Cephei.QL.Models.IParameter rho, Cephei.QL.ITimeGrid timeGrid);
    }
}

